Files
2026-07-13 13:02:50 +08:00

49 lines
1.6 KiB
C#

/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
using System;
namespace QuantConnect.Data.Market
{
/// <summary>
/// Collection of <see cref="FuturesChain"/> keyed by canonical futures symbol
/// </summary>
public class FuturesChains : BaseChains<FuturesChain, FuturesContract, FuturesContracts>
{
/// <summary>
/// Creates a new instance of the <see cref="FuturesChains"/> dictionary
/// </summary>
public FuturesChains()
{
}
/// <summary>
/// Creates a new instance of the <see cref="FuturesChains"/> dictionary
/// </summary>
public FuturesChains(bool flatten)
: base(flatten)
{
}
/// <summary>
/// Creates a new instance of the <see cref="FuturesChains"/> dictionary
/// </summary>
public FuturesChains(DateTime time, bool flatten = true)
: base(time, flatten)
{
}
}
}